Results 131 to 140 of about 44,115,319 (295)

Evaluation of Hedge Fund Returns Value at Risk Using GARCH Models [PDF]

open access: yes
The aim of this research paper is to evaluate hedge fund returns Value-at-Risk by using GARCH models. To perform the empirical analysis, one uses the HFRX daily performance hedge fund strategy subindexes and spans the period March 2003 – March 2008.
Sabrina Khanniche
core  

AARS1‐Mediated RUNX3 K193 Lactylation Enhances the Activation and Cytotoxicity of CD8+T Cells in Smoking‐Related Emphysema

open access: yesAdvanced Science, EarlyView.
Exposure to CS causes an elevation of AARS1 levels, which increases the levels of RUNX3 lactylation at the K193 site and increases protein levels of RUNX3 through inhibition of autolysosomal degradation. Elevated RUNX3 levels promote CD8+T cell activation and augment their cytotoxicity, which induces alveolar epithelial cell death and facilitates the ...
Ying Zhu   +12 more
wiley   +1 more source

Measuring financial risk : comparison of alternative procedures to estimate VaR and ES [PDF]

open access: yes
We review several procedures for estimating and backtesting two of the most important measures of risk, the Value at Risk (VaR) and the Expected Shortfall (ES).
Esther Ruiz, Maria Rosa Nieto
core  

A Novel Pak1 Activator Ameliorates ER Stress for HFpEF Therapy

open access: yesAdvanced Science, EarlyView.
Chronic metabolic stress is a major contributor to HFpEF progression. Under prolonged metabolic stress, Pak1 activity becomes impaired, contributing to disrupted ER proteostasis, cardiomyocyte apoptosis, fibrosis, and diastolic dysfunction. Mechanistically, Pak1 overexpression activates the ERK1/2–MNK1–eIF4E signaling axis, promotes translational ...
Honglin Xu   +17 more
wiley   +1 more source

TSTScope Unifies Single‐Cell Multi‐Omics to Identify Functional T Cell States Predictive of Immunotherapy Response

open access: yesAdvanced Science, EarlyView.
TSTScope is an interpretable AI framework that integrates single‐cell transcriptomes with TCR information through curated gene‐program constraints. By linking receptor context to functional T cell states, it reveals response‐associated tumor‐specific T cell programs in lung cancer immunotherapy cohorts and defines an MPR score associated with ...
Shiwei Cao   +8 more
wiley   +1 more source

Tail Conditional Expectation for vector-valued risks [PDF]

open access: yes, 2006
In his paper we introduce a quantile-based risk measure for multivariate financial positions: the vector-valued Tail-conditional-expectation (TCE). We adopt the framework proposed by Jouini, Meddeb, and Touzi [9] to deal with multi-assets portfolios when one accounts for frictions in the financial market. In this framework, the space of risks formed by
openaire   +2 more sources

Value at Risk and Market Crashes [PDF]

open access: yes
Many popular techniques for determining a securities firm’s value at risk are based upon the calculation of the historical volatility of returns to the assets that comprise the portfolio, and of the correlations between them. One such approach is the J.P.
Chris Brooks, Gita Persand
core  

Chimeric IL‐6/4R‐LL37 Engineered Macrophages Achieve Synchronized Inflammation Control and Antimicrobial Defence in Sepsis

open access: yesAdvanced Science, EarlyView.
Engineered macrophages programmed in situ by LNP‐delivered IL‐6/4 fusion and LL37 mRNAs simultaneously dampen cytokine storm, promote M2‐like repair, and enhance direct bacterial killing in sepsis. This combinatorial strategy restores T cell and macrophage function, lowers organ bacterial burden, and improves survival, highlighting a precision, host ...
Tianyang Jie   +10 more
wiley   +1 more source

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